scs 0.3.0 → 0.4.0

data/vendor/scs/src/rw.c

@@ -33,21 +33,29 @@ static ScsCone *read_scs_cone(FILE *fin) {
   fread(&(k->z), sizeof(scs_int), 1, fin);
   fread(&(k->l), sizeof(scs_int), 1, fin);
   fread(&(k->bsize), sizeof(scs_int), 1, fin);
-  k->bl = scs_calloc(MAX(k->bsize - 1, 0), sizeof(scs_float));
-  k->bu = scs_calloc(MAX(k->bsize - 1, 0), sizeof(scs_float));
-  fread(k->bl, sizeof(scs_float), MAX(k->bsize - 1, 0), fin);
-  fread(k->bu, sizeof(scs_float), MAX(k->bsize - 1, 0), fin);
+  if (k->bsize > 1) {
+    k->bl = (scs_float *)scs_calloc(MAX(k->bsize - 1, 0), sizeof(scs_float));
+    k->bu = (scs_float *)scs_calloc(MAX(k->bsize - 1, 0), sizeof(scs_float));
+    fread(k->bl, sizeof(scs_float), MAX(k->bsize - 1, 0), fin);
+    fread(k->bu, sizeof(scs_float), MAX(k->bsize - 1, 0), fin);
+  }
   fread(&(k->qsize), sizeof(scs_int), 1, fin);
-  k->q = scs_calloc(k->qsize, sizeof(scs_int));
-  fread(k->q, sizeof(scs_int), k->qsize, fin);
+  if (k->qsize) {
+    k->q = (scs_int *)scs_calloc(k->qsize, sizeof(scs_int));
+    fread(k->q, sizeof(scs_int), k->qsize, fin);
+  }
   fread(&(k->ssize), sizeof(scs_int), 1, fin);
-  k->s = scs_calloc(k->ssize, sizeof(scs_int));
-  fread(k->s, sizeof(scs_int), k->ssize, fin);
+  if (k->ssize) {
+    k->s = (scs_int *)scs_calloc(k->ssize, sizeof(scs_int));
+    fread(k->s, sizeof(scs_int), k->ssize, fin);
+  }
   fread(&(k->ep), sizeof(scs_int), 1, fin);
   fread(&(k->ed), sizeof(scs_int), 1, fin);
   fread(&(k->psize), sizeof(scs_int), 1, fin);
-  k->p = scs_calloc(k->psize, sizeof(scs_float));
-  fread(k->p, sizeof(scs_float), k->psize, fin);
+  if (k->psize) {
+    k->p = (scs_float *)scs_calloc(k->psize, sizeof(scs_float));
+    fread(k->p, sizeof(scs_float), k->psize, fin);
+  }
   return k;
 }
 
@@ -103,11 +111,11 @@ static ScsMatrix *read_amatrix(FILE *fin) {
   ScsMatrix *A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
   fread(&(A->m), sizeof(scs_int), 1, fin);
   fread(&(A->n), sizeof(scs_int), 1, fin);
-  A->p = scs_calloc(A->n + 1, sizeof(scs_int));
+  A->p = (scs_int *)scs_calloc(A->n + 1, sizeof(scs_int));
   fread(A->p, sizeof(scs_int), A->n + 1, fin);
   Anz = A->p[A->n];
-  A->x = scs_calloc(Anz, sizeof(scs_float));
-  A->i = scs_calloc(Anz, sizeof(scs_int));
+  A->x = (scs_float *)scs_calloc(Anz, sizeof(scs_float));
+  A->i = (scs_int *)scs_calloc(Anz, sizeof(scs_int));
   fread(A->x, sizeof(scs_float), Anz, fin);
   fread(A->i, sizeof(scs_int), Anz, fin);
   return A;
@@ -132,8 +140,8 @@ static ScsData *read_scs_data(FILE *fin) {
   ScsData *d = (ScsData *)scs_calloc(1, sizeof(ScsData));
   fread(&(d->m), sizeof(scs_int), 1, fin);
   fread(&(d->n), sizeof(scs_int), 1, fin);
-  d->b = scs_calloc(d->m, sizeof(scs_float));
-  d->c = scs_calloc(d->n, sizeof(scs_float));
+  d->b = (scs_float *)scs_calloc(d->m, sizeof(scs_float));
+  d->c = (scs_float *)scs_calloc(d->n, sizeof(scs_float));
   fread(d->b, sizeof(scs_float), d->m, fin);
   fread(d->c, sizeof(scs_float), d->n, fin);
   d->A = read_amatrix(fin);
@@ -146,8 +154,8 @@ static ScsData *read_scs_data(FILE *fin) {
 void SCS(write_data)(const ScsData *d, const ScsCone *k,
                      const ScsSettings *stgs) {
   FILE *fout = fopen(stgs->write_data_filename, "wb");
-  uint32_t scs_int_sz = (uint32_t)SCS(sizeof_int)();
-  uint32_t scs_float_sz = (uint32_t)SCS(sizeof_float)();
+  uint32_t scs_int_sz = (uint32_t)sizeof(scs_int);
+  uint32_t scs_float_sz = (uint32_t)sizeof(scs_float);
   const char *scs_version = SCS_VERSION;
   uint32_t scs_version_sz = (uint32_t)strlen(scs_version);
   scs_printf("writing data to %s\n", stgs->write_data_filename);
@@ -208,11 +216,13 @@ scs_int SCS(read_data)(const char *filename, ScsData **d, ScsCone **k,
   return 0;
 }
 
-void SCS(log_data_to_csv)(const ScsData *d, const ScsCone *k,
-                          const ScsSettings *stgs, const ScsWork *w,
-                          scs_int iter, SCS(timer) * solve_timer) {
+void SCS(log_data_to_csv)(const ScsCone *k, const ScsSettings *stgs,
+                          const ScsWork *w, scs_int iter,
+                          SCS(timer) * solve_timer) {
   ScsResiduals *r = w->r_orig;
   ScsResiduals *r_n = w->r_normalized;
+  ScsSolution *sol = w->xys_orig;
+  ScsSolution *sol_n = w->xys_normalized;
   /* if iter 0 open to write, else open to append */
   FILE *fout = fopen(stgs->log_csv_filename, iter == 0 ? "w" : "a");
   if (!fout) {
@@ -220,13 +230,25 @@ void SCS(log_data_to_csv)(const ScsData *d, const ScsCone *k,
                stgs->log_csv_filename);
     return;
   }
-  scs_int l = w->m + w->n + 1;
+  scs_int l = w->d->m + w->d->n + 1;
   if (iter == 0) {
     /* need to end in comma so that csv parsing is correct */
     fprintf(fout, "iter,"
                   "res_pri,"
                   "res_dual,"
                   "gap,"
+                  "x_nrm_inf,"
+                  "y_nrm_inf,"
+                  "s_nrm_inf,"
+                  "x_nrm_2,"
+                  "y_nrm_2,"
+                  "s_nrm_2,"
+                  "x_nrm_inf_normalized,"
+                  "y_nrm_inf_normalized,"
+                  "s_nrm_inf_normalized,"
+                  "x_nrm_2_normalized,"
+                  "y_nrm_2_normalized,"
+                  "s_nrm_2_normalized,"
                   "ax_s_btau_nrm_inf,"
                   "px_aty_ctau_nrm_inf,"
                   "ax_s_btau_nrm_2,"
@@ -252,6 +274,11 @@ void SCS(log_data_to_csv)(const ScsData *d, const ScsCone *k,
                   "dobj_normalized,"
                   "tau_normalized,"
                   "kap_normalized,"
+                  "ax_nrm_inf,"
+                  "px_nrm_inf,"
+                  "aty_nrm_inf,"
+                  "b_nrm_inf,"
+                  "c_nrm_inf,"
                   "scale,"
                   "diff_u_ut_nrm_2,"
                   "diff_v_v_prev_nrm_2,"
@@ -267,10 +294,22 @@ void SCS(log_data_to_csv)(const ScsData *d, const ScsCone *k,
   fprintf(fout, "%.16e,", r->res_pri);
   fprintf(fout, "%.16e,", r->res_dual);
   fprintf(fout, "%.16e,", r->gap);
-  fprintf(fout, "%.16e,", SCS(norm_inf)(r->ax_s_btau, w->m));
-  fprintf(fout, "%.16e,", SCS(norm_inf)(r->px_aty_ctau, w->n));
-  fprintf(fout, "%.16e,", SCS(norm_2)(r->ax_s_btau, w->m));
-  fprintf(fout, "%.16e,", SCS(norm_2)(r->px_aty_ctau, w->n));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(sol->x, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(sol->y, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(sol->s, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_2)(sol->x, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_2)(sol->y, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_2)(sol->s, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(sol_n->x, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(sol_n->y, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(sol_n->s, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_2)(sol_n->x, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_2)(sol_n->y, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_2)(sol_n->s, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r->ax_s_btau, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r->px_aty_ctau, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_2)(r->ax_s_btau, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_2)(r->px_aty_ctau, w->d->n));
   fprintf(fout, "%.16e,", r->res_infeas);
   fprintf(fout, "%.16e,", r->res_unbdd_a);
   fprintf(fout, "%.16e,", r->res_unbdd_p);
@@ -281,10 +320,10 @@ void SCS(log_data_to_csv)(const ScsData *d, const ScsCone *k,
   fprintf(fout, "%.16e,", r_n->res_pri);
   fprintf(fout, "%.16e,", r_n->res_dual);
   fprintf(fout, "%.16e,", r_n->gap);
-  fprintf(fout, "%.16e,", SCS(norm_inf)(r_n->ax_s_btau, w->m));
-  fprintf(fout, "%.16e,", SCS(norm_inf)(r_n->px_aty_ctau, w->n));
-  fprintf(fout, "%.16e,", SCS(norm_2)(r_n->ax_s_btau, w->m));
-  fprintf(fout, "%.16e,", SCS(norm_2)(r_n->px_aty_ctau, w->n));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r_n->ax_s_btau, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r_n->px_aty_ctau, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_2)(r_n->ax_s_btau, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_2)(r_n->px_aty_ctau, w->d->n));
   fprintf(fout, "%.16e,", r_n->res_infeas);
   fprintf(fout, "%.16e,", r_n->res_unbdd_a);
   fprintf(fout, "%.16e,", r_n->res_unbdd_p);
@@ -292,7 +331,12 @@ void SCS(log_data_to_csv)(const ScsData *d, const ScsCone *k,
   fprintf(fout, "%.16e,", r_n->dobj);
   fprintf(fout, "%.16e,", r_n->tau);
   fprintf(fout, "%.16e,", r_n->kap);
-  fprintf(fout, "%.16e,", w->scale);
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r->ax, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r->px, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(r->aty, w->d->n));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(w->b_orig, w->d->m));
+  fprintf(fout, "%.16e,", SCS(norm_inf)(w->c_orig, w->d->n));
+  fprintf(fout, "%.16e,", w->stgs->scale);
   fprintf(fout, "%.16e,", SCS(norm_diff)(w->u, w->u_t, l));
   fprintf(fout, "%.16e,", SCS(norm_diff)(w->v, w->v_prev, l));
   fprintf(fout, "%.16e,", SCS(norm_inf_diff)(w->u, w->u_t, l));